I always lock my bike unless I can have my hand on it at all times! When you're looking for a pole to which to lock the bike, remember that a thief can lift a bike + lock right up and off a pole that doesn't have something wider at the top. I lock the front wheel and frame with a Kryptonite lock (one of the new ones), and put a Kryptonite cable through the back wheel and the lock. I'm sure a dedicated thief could still get most of what he wanted off my bike, but I sure as heck am not going to make it any easier for him.